anatoly/crypto-screener-5m
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crypto-screener-5m/reports/by_year.csv
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anatoly c6671410dc research(5m): прогон 14 методов на 250 парах, сверка движка, издержки, графики 
ЧТО: code/ (стенд и методы), results/ (сводки), charts/ (3 графика), reports/ (издержки, плацебо, по годам), docs/REJECTED.md.

ПОЧЕМУ: цель — найти кандидатов на 5м или доказать с цифрами их отсутствие.

КАК ПРОВЕРЕНО: движок сверен с прод-движком TON-бота 1:1; плацебо и рандом-контроль в отчёте; бутстрап по дням.
2026-09-29 02:46:08 +03:00

3.6 KiB
Raw Blame History

1methodyearev_bpnn_trades
2clv_flow2024-12.1942542125421
3clv_flow2025-7.451114859114859
4clv_flow2026-11.756116737116737
5clv_flow_maker2024-5.1942542125421
6clv_flow_maker2025-0.451114859114859
7clv_flow_maker2026-4.756116737116737
8hour_xs_reversal2024-13.1383680036800
9hour_xs_reversal2025-15.361146000146000
10hour_xs_reversal2026-14.353108400108400
11hour_xs_reversal_maker2024-6.1383680036800
12hour_xs_reversal_maker2025-8.361146000146000
13hour_xs_reversal_maker2026-7.353108400108400
14intraday_momentum2024-3.9781109811098
15intraday_momentum2025-21.4225669856698
16intraday_momentum2026-8.2275797557975
17intraday_momentum_maker20243.0221109811098
18intraday_momentum_maker2025-14.4225669856698
19intraday_momentum_maker2026-1.2275797557975
20lead_lag_btc2024-16.295203946203946
21lead_lag_btc2025-15.41510556231055623
22lead_lag_btc2026-15.74410517081051708
23lead_lag_btc_maker2024-9.295203946203946
24lead_lag_btc_maker2025-8.41510556231055623
25lead_lag_btc_maker2026-8.74410517081051708
26liquidity_sweep2024-16.179109657109657
27liquidity_sweep2025-15.979534572534572
28liquidity_sweep2026-15.651521825521825
29liquidity_sweep_maker2024-9.179109657109657
30liquidity_sweep_maker2025-8.979534572534572
31liquidity_sweep_maker2026-8.651521825521825
32ou_ema_costaware2024-17.4339386893868
33ou_ema_costaware2025-15.616477667477667
34ou_ema_costaware2026-13.327475554475554
35ou_ema_costaware_maker2024-10.4339386893868
36ou_ema_costaware_maker2025-8.616477667477667
37ou_ema_costaware_maker2026-6.327475554475554
38ou_ema_revert2024-17.3999794097940
39ou_ema_revert2025-15.645502849502849
40ou_ema_revert2026-13.588523114523114
41ou_ema_revert_maker2024-10.3999794097940
42ou_ema_revert_maker2025-8.645502849502849
43ou_ema_revert_maker2026-6.588523114523114
44pairs_btc_eth2024-15.364242242
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46pairs_btc_eth2026-10.802712712
47pairs_btc_eth_maker2024-8.364242242
48pairs_btc_eth_maker2025-7.429990990
49pairs_btc_eth_maker2026-3.802712712
50prod_mr_5m2024-4.7171018610186
51prod_mr_5m2025-3.8324590245902
52prod_mr_5m2026-5.0044900149001
53prod_mr_5m_maker20242.2831018610186
54prod_mr_5m_maker20253.1684590245902
55prod_mr_5m_maker20261.9964900149001
56vol_breakout2024-12.2946718967189
57vol_breakout2025-18.546340933340933
58vol_breakout2026-19.739330372330372
59vol_breakout_maker2024-5.2946718967189
60vol_breakout_maker2025-11.546340933340933
61vol_breakout_maker2026-12.739330372330372
62vwap_revert2024-16.574196980196980
63vwap_revert2025-16.54211999811199981
64vwap_revert2026-16.27312584391258439
65vwap_revert_maker2024-9.574196980196980
66vwap_revert_maker2025-9.54211999811199981
67vwap_revert_maker2026-9.27312584391258439
68xs_momentum_15m2024-18.51110400110400
69xs_momentum_15m2025-19.401438000438000
70xs_momentum_15m2026-18.289325100325100
71xs_momentum_15m_maker2024-11.51110400110400
72xs_momentum_15m_maker2025-12.401438000438000
73xs_momentum_15m_maker2026-11.289325100325100
74xs_reversal_15m2024-14.27110400110400
75xs_reversal_15m2025-13.727438000438000
76xs_reversal_15m2026-15.06325100325100
77xs_reversal_15m_maker2024-7.27110400110400
78xs_reversal_15m_maker2025-6.727438000438000
79xs_reversal_15m_maker2026-8.06325100325100
80xs_reversal_costaware2024-14.277110300110300
81xs_reversal_costaware2025-13.727438000438000
82xs_reversal_costaware2026-15.06325100325100
83xs_reversal_costaware_maker2024-7.277110300110300
84xs_reversal_costaware_maker2025-6.727438000438000
85xs_reversal_costaware_maker2026-8.06325100325100
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